bayescopulareg-package {bayescopulareg} | R Documentation |
bayescopulareg: Bayesian Copula Regression
Description
Tools for Bayesian copula generalized linear models (GLMs). The sampling scheme is based on Pitt, Chan, and Kohn (2006) <doi:10.1093/biomet/93.3.537>. Regression parameters (including coefficients and dispersion parameters) are estimated via the adaptive random walk Metropolis approach developed by Haario, Saksman, and Tamminen (1999) <doi:10.1007/s001800050022>. The prior for the correlation matrix is based on Hoff (2007) <doi:10.1214/07-AOAS107>.
Author(s)
Maintainer: Ethan Alt ethanalt@live.unc.edu
Authors:
Yash Bhosale bhosaley5@gmail.com
See Also
Useful links:
Report bugs at https://github.com/ethan-alt/bayescopulareg/issues
[Package bayescopulareg version 0.1.3 Index]